ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-030 |
120-100 |
0-070 |
0.2% |
119-040 |
| High |
120-250 |
120-120 |
-0-130 |
-0.3% |
120-030 |
| Low |
120-020 |
119-270 |
-0-070 |
-0.2% |
119-010 |
| Close |
120-130 |
119-280 |
-0-170 |
-0.4% |
120-000 |
| Range |
0-230 |
0-170 |
-0-060 |
-26.1% |
1-020 |
| ATR |
0-118 |
0-122 |
0-004 |
3.8% |
0-000 |
| Volume |
117,245 |
332,947 |
215,702 |
184.0% |
90,715 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-200 |
121-090 |
120-054 |
|
| R3 |
121-030 |
120-240 |
120-007 |
|
| R2 |
120-180 |
120-180 |
119-311 |
|
| R1 |
120-070 |
120-070 |
119-296 |
120-040 |
| PP |
120-010 |
120-010 |
120-010 |
119-315 |
| S1 |
119-220 |
119-220 |
119-264 |
119-190 |
| S2 |
119-160 |
119-160 |
119-249 |
|
| S3 |
118-310 |
119-050 |
119-233 |
|
| S4 |
118-140 |
118-200 |
119-186 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-287 |
122-163 |
120-187 |
|
| R3 |
121-267 |
121-143 |
120-094 |
|
| R2 |
120-247 |
120-247 |
120-062 |
|
| R1 |
120-123 |
120-123 |
120-031 |
120-185 |
| PP |
119-227 |
119-227 |
119-227 |
119-258 |
| S1 |
119-103 |
119-103 |
119-289 |
119-165 |
| S2 |
118-207 |
118-207 |
119-258 |
|
| S3 |
117-187 |
118-083 |
119-226 |
|
| S4 |
116-167 |
117-063 |
119-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-010 |
1-240 |
1.5% |
0-156 |
0.4% |
48% |
False |
False |
106,041 |
| 10 |
120-250 |
119-000 |
1-250 |
1.5% |
0-133 |
0.3% |
49% |
False |
False |
56,792 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-118 |
0.3% |
58% |
False |
False |
29,668 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-069 |
0.2% |
65% |
False |
False |
14,908 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-046 |
0.1% |
69% |
False |
False |
10,008 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-034 |
0.1% |
69% |
False |
False |
7,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-202 |
|
2.618 |
121-245 |
|
1.618 |
121-075 |
|
1.000 |
120-290 |
|
0.618 |
120-225 |
|
HIGH |
120-120 |
|
0.618 |
120-055 |
|
0.500 |
120-035 |
|
0.382 |
120-015 |
|
LOW |
119-270 |
|
0.618 |
119-165 |
|
1.000 |
119-100 |
|
1.618 |
118-315 |
|
2.618 |
118-145 |
|
4.250 |
117-188 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-035 |
120-090 |
| PP |
120-010 |
120-047 |
| S1 |
119-305 |
120-003 |
|